research/pairs_trading
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Oleg Sheynin 2025-07-14 05:15:47 +00:00
parent 3b003c7811
commit 35a1cd748e
3 changed files with 3141 additions and 70 deletions
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6
requirements.txt
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@ -24,11 +24,14 @@ hjson>=3.0.2
html5lib>=1.1 html5lib>=1.1
httplib2>=0.20.2 httplib2>=0.20.2
idna>=3.3 idna>=3.3
ipython>=8.18.1
ipywidgets>=8.1.1
ifaddr>=0.1.7 ifaddr>=0.1.7
IMDbPY>=2021.4.18 IMDbPY>=2021.4.18
ipykernel>=6.29.5 ipykernel>=6.29.5
jeepney>=0.7.1 jeepney>=0.7.1
jsonschema>=3.2.0 jsonschema>=3.2.0
jupyter>=1.0.0
keyring>=23.5.0 keyring>=23.5.0
launchpadlib>=1.10.16 launchpadlib>=1.10.16
lazr.restfulclient>=0.14.4 lazr.restfulclient>=0.14.4
@ -42,15 +45,18 @@ more-itertools>=8.10.0
multidict>=6.0.4 multidict>=6.0.4
mypy>=0.942 mypy>=0.942
mypy-extensions>=0.4.3 mypy-extensions>=0.4.3
nbformat>=5.10.2
netaddr>=0.8.0 netaddr>=0.8.0
######### netifaces>=0.11.0 ######### netifaces>=0.11.0
numpy>=1.26.4,<2.3.0 numpy>=1.26.4,<2.3.0
oauthlib>=3.2.0 oauthlib>=3.2.0
packaging>=23.1 packaging>=23.1
pandas>=2.2.3
pathspec>=0.11.1 pathspec>=0.11.1
pexpect>=4.8.0 pexpect>=4.8.0
Pillow>=9.0.1 Pillow>=9.0.1
platformdirs>=3.2.0 platformdirs>=3.2.0
plotly>=5.19.0
protobuf>=3.12.4 protobuf>=3.12.4
psutil>=5.9.0 psutil>=5.9.0
ptyprocess>=0.7.0 ptyprocess>=0.7.0

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research/notebooks/pt_pair_backtest.ipynb
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sync_visualization.py
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@ -1 +0,0 @@